Benchmark: S&P Dynamic Tactical Allocation Index

The S&P Dynamic Tactical Allocation Index is a rules-based benchmark designed to shift between equities and fixed income based on a proprietary risk-adjusted momentum strategy. It allocates monthly between the S&P 500, S&P 10-Year U.S. Treasury Note Futures Index, and cash, aiming to enhance returns during favorable equity trends and reduce risk in downturns.

Other strategies that benchmark to the S&P Dynamic Tactical Allocation Index
  • A moderate allocation strategy with 30% to 50% in equities and the remainder in short to mid-term U.S. fixed income, rebalanced quarterly to support growth and income.

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  • A growth-focused allocation strategy with 50% to 70% in equities and the remainder in short to mid-term U.S. fixed income, rebalanced quarterly to maintain target exposure.

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  • An aggressive allocation strategy with 70% to 85% in equities and the remainder in short to mid-term U.S. fixed income, rebalanced quarterly to preserve target mix.

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  • A high-equity allocation strategy with 85% or more in stocks and the remainder in short to mid-term U.S. fixed income, rebalanced quarterly to maintain target exposure.

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  • A tactical allocation strategy that actively adjusts regional equity and bond sector exposures, targeting both growth and income with frequent, material shifts in positioning.

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